+118.0%
WY vs BTG
+385.9%
-267.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -1.7% | +2.4% | -4.1% | -1.9% |
| 30D | -9.9% | +9.5% | -19.3% | -10.6% |
| 3M | -7.5% | +38.5% | -46.0% | -10.5% |
| 6M | -5.1% | +5.6% | -10.8% | -6.3% |
| YTD | -2.1% | +23.9% | -26.0% | -5.1% |
| 1Y | -7.3% | +32.1% | -39.5% | -11.1% |
| 3Y | -22.6% | +103.2% | -125.8% | -29.5% |
| 5Y | -19.8% | +79.7% | -99.5% | -26.9% |
| 10Y | +9.6% | +159.1% | -149.6% | -6.5% |
| All | +118.0% | +385.9% | -267.9% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling